Model averaging in predictive regressions
Chu-An Liu and Biing-Shen Kuo
| Year of publication: |
2016
|
|---|---|
| Authors: | Liu, Chu-An ; Kuo, Biing-shen |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 19.2016, 2, p. 203-231
|
| Subject: | Forecast combination | Local asymptotic theory | Plug-in estimators | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ectj.12063 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712181